人工神经网络在经济预测中的应用

研究了人工神经网络在经济预测中的应用问题,探讨了人工神经网络的时间序列预测方法.该方法采用多层前馈神经网络及BP算法,其仿真实现是以MATL AB下神经网络工具箱作为开发工具.     

洪水灾害风险分析的系统理论

从系统论的观点出发 ,提出了洪水灾害复杂大系统的概念 ,并以这一概念为基础 ,探讨了洪水灾害风险特征及洪水灾害风险评价的基本内容 ,提出并系统地阐述了以洪水危险性分析、承灾体易损性分析和洪水灾害灾情评估为核心内容的洪水灾害风险分析的系统理论     

洪灾考验企业应急能力

洪水专项应急预案是降低洪水灾害损失的有效手段之一,企业若能将此预案落实到实处,必将在很大程度上减少洪水灾害带来的损失     

信息噪音、结构化模型与银行违约概率度量

研究在有噪音的信息环境下,银行如何利用结构化模型来预测违约概率问题.根据国内银行的信息获取机制,提出了一种新的信息噪音假设,并利用结构化模型原理建立了违约概率模型.模拟结果表明:(1)该模型的违约概率预测能力高于基本结构化模型和Z′评分模型;(2)国内企业财务报表信息失真的现象较为严重,企业倾向于向银行夸大其信用实力.     

人工神经网络在财务管理领域运用的研究概况

人工神经网络良好的泛化能力使其在模式识别、分类预测等方面具有很多优势。近年来,人工神经网络已广泛运用于企业财务管理领域,其研究文献也逐年增多。通过文献研究,本文梳理和总结了人工神经网络在财务管理领域运用的研究概况。     

山区洪水资源化利用初探

洪水给人类带来过巨大灾难,但其本身并不单具有灾害属性,在某种程度上还具有资源属性,即具有水害和水利双重特性。本文根据对洪水资源化的理解,探讨山区洪水资源化利用的几种可能途径。     

基于Swarm 的洪水灾害演化模拟研究

在复杂适应系统中,整个系统的复杂行为是从底层自下而上“涌现”的,这种由每个主体 的适应性形成整个系统的复杂性的情形可以通过计算机模拟的方式显示出来. 复杂系统模拟 工具Swarm 就是利用这种自下而上的建模思想,对复杂系统进行计算机模拟的软件工具包. 文 章建立了基于Swarm 的洪水灾害的时空演化模拟平台,开展了洪水灾害时空演化的模拟实例 研究,得到了一些关于洪水灾害的时空演化规律,对减灾管理具有指导意义.     

中国股票市场技术分析非线性预测能力的实证检验

运用前向人工神经网络方法对我国股票市场技术分析非线性预测能力进行了实证检验.发现基于移动平均规则的人工神经网络模型具有明显高于AR模型和各种移动平均规则线性模型的样本外预测能力.为解释技术分析方法具有非线性预测能力的原因,本文构建了一个基于异质市场假说的移动平均规则非线性模型,发现该模型的预测能力远高于其它非线性模型.表明我国股票市场存在异质性特征,技术分析方法能捕捉到不同类型投资者之间非线性的相互作用关系可能正是其具有非线性预测能力的原因.     

金融风险计量中人工神经网络的应用

通过简要介绍金融风险计量方法的演进,阐述人工神经网络作为新技术如何具体应用到金融风险计量中,以及可行的遗传算法对人工神经网络的优化,论述了人工神经网络目前的应用现状,提出要运用其函数逼近、最优化处理功能于金融风险计量。     

基于人工神经网络的企业知识管理综合评价模型研究

本文主要研究人工神经网络在企业知识管理评价中的应用问题。为了克服综合评价过程的随机性与评价专家主观上的不确定性,本文提出基于人工神经网络的企业知识管理综合评价模型。该模型采用多层前馈神经网络及BP算法,其仿真实现是以MATLAB下神经网络工具箱作为开发工具。通过仿真实例与专家评估相比较,验证了该模型的有效性。     

STAR与ANN模型：证券价格非线性动态特征及可预测性研究

证券价格的可预测性一直是现代金融学的研究焦点。近年来,以平滑迁移(STAR)模型和神经网络(ANN)模型为代表,国外学者将许多非线性模型应用于证券价格非线性动态特征及可预测性的研究。本文采用多种线性、非线性股价预测模型对上证180指数短期和中长期可预测性进行研究,并基于统计指标和投资策略指标比较了不同模型的预测能力。结果表明:我国证券价格具有非线性特征,在短期和中长期水平上具有一定的可预测性,这对有效市场假说提出了质疑;ANN模型的预测能力多数情况下优于RW模型、线性AR模型和STAR模型,基于ANN模型的"盯市"投资策略能获得比"买入持有"投资策略更高的平均净收益。     

NATURE OF PROBLEM ILL-STRUCTUREDNESS: IMPLICATIONS FOR PROBLEM FORMULATION AND SOLUTION

The distinction between ill-structured and well-structured decision problems is extended in this paper to include the degree of familiarity that a decision maker has with the initial state of the problem, its desired state, and appropriate transformations for resolving the problem. It is shown that problem ill-structuredness may result from inadequate information regarding any of these components and that the nature of problem ill-structuredness has important implications for problem formulation and solution. A decision tree is presented which represents strategies for either reformulating primary problems of each class of ill-structuredness to a more readily solved form, or solving the problem as initially formulated.     

The project of a new of neural networks products line: An application

The aim of this paper is to propose a new approach to the issue ofpositioning and pricing a firm's new products line; it is shown here how to conceive an artificial neural system able to find the optimal solution. The formulation of the problem follows the model proposed by Dobson and Kalish, while the implementation is based on the Hopfield Neural Network, thus used here for a new class of problems. The model shows a capacity to converge to the optimal solution; besides its effectiveness, this technique appears to also be efficient if applied to such a production problem.     

DECISION SUPPORT SYSTEMS FOR ILL-STRUCTURED PROBLEMS: AN EMPIRICAL STUDY

Decision support systems (DSSs) are more complex than most other traditional decision-aid systems. For what types of problems are they more effective, and what design characteristics make them more effective? The laboratory experiment reported here examined the effect of three design characteristics of these systems in the context of decision makers faced with ill-structured problems. The characteristics were presence or absence of decision-aid heuristics, degree of interaction between the user and the system, and whether or not the system was computerized. The dependent variables were (1) quality of user performance, (2) user productivity of ideas, (3) user confidence in the quality of his/her performance, (4) user satisfaction with the decision aid or support system, (5) changes in user attitude toward the problem addressed, and (6) changes in user attitude toward computers. Use of heuristics and increased interaction had positive effects on decision quality, user productivity, and attitude toward computers; they had negative effects on user confidence, satisfaction, and attitude toward the problem addressed. Whether or not the system was computerized did not have a significant effect on any dependent variable. The findings concerning negative effects, in particular, suggest the need for research on the design of heuristics for addressing ill-structured problems—heuristics that will deliver the positive but not the negative effects observed in this study. The findings also suggest the need for research on how to benefit from computers in the context of solving ill-structured problems.     

Flood Risk Assessment in the Netherlands: A Case Study for Dike Ring South Holland

Large parts of the Netherlands are below sea level. Therefore, it is important to have insight into the possible consequences and risks of flooding. In this article, an analysis of the risks due to flooding of the dike ring area South Holland in the Netherlands is presented. For different flood scenarios the potential number of fatalities is estimated. Results indicate that a flood event in this area can expose large and densely populated areas and result in hundreds to thousands of fatalities. Evacuation of South Holland before a coastal flood will be difficult due to the large amount of time required for evacuation and the limited time available. By combination with available information regarding the probability of occurrence of different flood scenarios, the flood risks have been quantified. The probability of death for a person in South Holland due to flooding, the so‐called individual risk, is small. The probability of a flood disaster with many fatalities, the so‐called societal risk, is relatively large in comparison with the societal risks in other sectors in the Netherlands, such as the chemical sector and aviation. The societal risk of flooding appears to be unacceptable according to some of the existing risk limits that have been proposed in literature. These results indicate the necessity of a further societal discussion on the acceptable level of flood risk in the Netherlands and the need for additional risk reducing measures.     

The impact of training on the formulation of ill-structured problems

Problem structuring heuristics and creative thinking techniques have been advanced as useful approaches for solving ill-structured problems. Unfortunately, little controlled experimentation has been done to test the effectiveness of these techniques. This paper describes an experiment in which the effects of training in the use of a problem-structuring heuristic and creative thinking on the quality and quantity of problem statements are investigated. The experiment illustrates that such training does have a positive impact on problem formulation quality and quantity.     

AFFECTIVE RESPONSES WITHIN A COMPLEX DECISION-MAKING TASK: THE INFLUENCE OF “PERCEPTUALLY” ILL-STRUCTURED PROBLEMS

The perceptual effects of varying levels of expert advice for potentially improving on strategic decisions were examined in conjunction with goals. The amounts of advice about decision alternatives, as well as assigned goals ranging from “nearly impossible” to “easy,” were manipulated. The task used was complex and functioned perceptually as an “ill-structured” problem. Mixed results indicated that more advice significantly affected satisfaction but advice in general had little influence on effort. On the other hand, as goal difficulty decreased, satisfaction and effort significantly increased. Easy goals were superior to more difficult ones within this perceptually ill-structured decision-making situation.     

编制总量的核定方法与模型──地方政府机关编制

确定政府机构人员编制总量是一个十分重要而又难度很大的决策课题。对于地方政府机关编制,本文提出一种核定编制总量的方法,并采用数据包络分析方法和神经网络技术建立了编制总量的核定模型。